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We show that, under certain smoothness conditions, a Brownian martingale, when evaluated at a fixed time, can be represented via an exponential formula at a later time. The time-dependent generator of this exponential operator only depends…

Probability · Mathematics 2015-10-27 Sixian Jin , Qidi Peng , Henry Schellhorn

For a prototype quadratic Hamiltonian describing a driven, dissipative system, exact matrix elements of the reduced density matrix are obtained from a generating function in terms of the normal characteristic functions. The approach is…

Quantum Physics · Physics 2021-08-24 Sh. Saedi , F. Kheirandish

This article explores some geometric and algebraic properties of the dynamical system which is represented by matrix differential equations arising from inertial navigation problems, such as the symplecticity and the orthogonality.…

Dynamical Systems · Mathematics 2020-02-12 Xin-Long Luo , Geng Sun

We lift the constraint of a diagonal representation of the Hamiltonian by searching for square integrable bases that support a tridiagonal matrix representation of the wave operator. Doing so results in exactly solvable problems with a…

Mathematical Physics · Physics 2007-05-23 A. D. Alhaidari

Starting from the expression for the superdeterminant of $ (xI-M)$, where $M$ is an arbitrary supermatrix , we propose a definition for the corresponding characteristic polynomial and we prove that each supermatrix satisfies its…

High Energy Physics - Theory · Physics 2015-06-26 L. F. Urrutia , N. Morales

In this work we provide a novel approach for computing the coefficients of the characteristic polynomial of a square matrix. We demonstrate that each coefficient can be efficiently represented by a set of circle graphs. Thus, one can employ…

Mathematical Physics · Physics 2007-11-08 Agapitos Hatzinikitas

The eigenvalue equation of a band or a block tridiagonal matrix, the tight binding model for a crystal, a molecule, or a particle in a lattice with random potential or hopping amplitudes: these and other problems lead to three-term…

Mathematical Physics · Physics 2011-06-20 Luca Guido Molinari , Giuseppe Lacagnina

Three numerical algorithms are proposed to solve the time-dependent elastodynamic equations in elastic solids. All algorithms are based on approximating the solution of the equations, which can be written as a matrix exponential. By…

Geophysics · Physics 2007-05-23 J. S. Kole

Hamiltonian encoding is a methodology for revealing the mechanism behind the dynamics governing controlled quantum systems. In this paper, following Mitra and Rabitz [Phys. Rev. A 67, 033407 (2003)], we define mechanism via pathways of…

Quantum Physics · Physics 2025-02-20 Erez Abrams , Michael Kasprzak , Gaurav Bhole , Tak-San Ho , Herschel Rabitz

The isomonodromic deformations underlying the Painlev\'e transcendants are interpreted as nonautonomous Hamiltonian systems in the dual $\gR^*$ of a loop algebra $\tilde\grg$ in the classical $R$-matrix framework. It is shown how canonical…

High Energy Physics - Theory · Physics 2008-02-03 J. Harnad , M. -A. Wisse

In the paper, we introduce a matrix method to constructively determine spaces of polynomial solutions (in general, multiplied by exponentials) to a system of constant coefficient linear PDE's with polynomial (multiplied by exponentials)…

Classical Analysis and ODEs · Mathematics 2021-11-16 Victor G. Zakharov

Variational formulations of time-dependent PDEs in space and time yield $(d+1)$-dimensional problems to be solved numerically. This increases the number of unknowns as well as the storage amount. On the other hand, this approach enables…

Numerical Analysis · Mathematics 2019-12-24 Julian Henning , Davide Palitta , Valeria Simoncini , Karsten Urban

In this paper we consider finite-dimensional constrained Hamiltonian systems of polynomial type. In order to compute the complete set of constraints and separate them into the first and second classes we apply the modern algorithmic methods…

Numerical Analysis · Mathematics 2025-10-20 Vladimir P. Gerdt , Soso A. Gogilidze

We present a formalism for light optics starting with the Maxwell equations and casting them into an exact matrix form taking into account the spatial and temporal variations of the permittivity and permeability. This $8 \times 8$ matrix…

Optics · Physics 2007-05-23 Sameen Ahmed Khan

We consider solutions of the $2\times 2$ matrix Hamiltonian of physical systems within the context of the asymptotic iteration method. Our technique is based on transformation of the associated Hamiltonian in the form of the first order…

Quantum Physics · Physics 2009-11-13 R. Koc , O. Ozer , H. Tutunculer , R. G. Yildirim

We propose a wave operator method to calculate eigenvalues and eigenvectors of large parameter-dependent matrices, using an adaptative active subspace. We consider a hamiltonian which depends on external adjustable or adiabatic parameters,…

Computational Physics · Physics 2020-05-29 Arnaud Leclerc , Georges Jolicard

The numerical computation of the exponentiation of a real matrix has been intensively studied. The main objective of a good numerical method is to deal with round-off errors and computational cost. The situation is more complicated when…

Numerical Analysis · Computer Science 2009-08-28 Alexandre Goldsztejn

Over short time intervals planetary ephemerides have been traditionally represented in analytical form as finite sums of periodic terms or sums of Poisson terms that are periodic terms with polynomial amplitudes. Nevertheless, this…

Instrumentation and Methods for Astrophysics · Physics 2017-01-26 Yanning Fu , Jacques Laskar

The usual explicit finite-difference method of solving partial differential equations is limited in stability because it approximates the exact amplification factor by power-series. By adapting the same exponential-splitting method of…

Numerical Analysis · Mathematics 2012-06-11 Siu A. Chin

We compute correlation functions of inverse powers and ratios of characteristic polynomials for random matrix models with complex eigenvalues. Compact expressions are given in terms of orthogonal polynomials in the complex plane as well as…

Mathematical Physics · Physics 2011-07-19 G. Akemann , A. Pottier
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